Kerry Back
from sklearn.tree import plot_tree _ = plot_tree(model)
model.score(Xtrain, ytrain)
0.09044789415074661
Xtest = df[df.date=='2022-01'][["roeq", "mom12m"]] ytest = df[df.date=='2022-01']["ret"] model.score(Xtest, ytest)
0.007294268196216702